# Robustness Under Uncertainty

> Select portfolios that perform well across multiple future scenarios using Minimax regret, Robust optimization, Scenario planning, and Info-gap methods.

- Skill: `yogsoth-ai/robustness-under-uncertainty` (Agent Skill)
- Install (CLI): `npx skillmds@latest add yogsoth-ai/robustness-under-uncertainty`
- Raw SKILL.md: https://api.skillmd.com/api/skills/yogsoth-ai/robustness-under-uncertainty/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: yogsoth-ai (https://skillmd.com/u/yogsoth-ai)
- Updated: 2026-09-17
- Page: https://skillmd.com/skills/yogsoth-ai/robustness-under-uncertainty

---


# Robustness Under Uncertainty

## Purpose

Select a portfolio that performs acceptably well across a range of plausible futures, rather than optimizing for a single expected scenario. Prioritizes resilience over peak performance.

## When to use

- Future conditions are highly uncertain
- Multiple plausible scenarios with different implications
- Catastrophic failure in any scenario is unacceptable
- Stakeholders prefer robustness over maximum expected value
- Cannot assign reliable probabilities to scenarios

## Budget

| Dimension | Target |
|-----------|--------|
| Candidates evaluated | 8-20 |
| Scenarios constructed | >=3 distinct futures |
| Performance metrics | 2-4 per scenario |
| Robustness threshold | acceptable in all scenarios |

## State Ledger

| Field | Type | Description |
|-------|------|-------------|
| candidates | list | All candidates with scenario-dependent performance |
| scenarios | list | Distinct future scenarios |
| performance_matrix | matrix | Candidate performance per scenario |
| regret_matrix | matrix | Regret vs best-in-scenario for each candidate |
| robust_portfolio | list | Portfolio minimizing worst-case regret |

## Available Tactics

| Tactic | When |
|--------|------|
| scenario-stress-testing | Core tactic — evaluate across scenarios |
| pareto-frontier-construction | Trade off robustness vs expected value |

## Available SOPs

| SOP | Purpose |
|-----|---------|
| scenario-construction | Build distinct future scenarios |
| portfolio-evaluation-per-scenario | Evaluate portfolio in each scenario |
| portfolio-synthesis | Synthesize robust recommendation |
| objective-definition | Define robustness criteria |
| optimization-run | Find minimax-regret or robust solutions |

## Execution Guidance

1. Construct diverse scenarios spanning the uncertainty space
2. Evaluate each candidate portfolio under each scenario
3. Compute regret matrix (gap vs best possible in each scenario)
4. Find portfolio minimizing maximum regret (minimax regret)
5. Alternatively: find portfolio meeting minimum threshold in all scenarios
6. Report robustness score and vulnerability analysis

## Output Format

```yaml
strategy: robustness-under-uncertainty
selected_portfolio:
  - candidate: <name>
    worst_case_performance: <value>
    best_case_performance: <value>
robustness_score: <0-1>
max_regret: <value>
vulnerable_scenarios:
  - scenario: <name>
    performance: <value>
    gap_to_best: <value>
method_used: <minimax-regret|robust-optimization|info-gap>
```

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## Available Tactics

Optional, no fixed order; the final leaf is always a sop.

| Tactic | When to use |
| --- | --- |
| pareto-frontier-construction | Build the Pareto frontier from multi-objective optimization, visualize trade-offs, and select a portfolio from non-dominated solutions. |
| scenario-stress-testing | Construct distinct future scenarios, evaluate portfolio performance under each, and identify vulnerabilities and robustness characteristics. |

## Available SOPs

Optional, no fixed order; the final leaf is always a sop.

| SOP | When to use |
| --- | --- |
| objective-definition | Define optimization objectives, constraints, and trade-off preferences from context and candidate information. |
| optimization-run | Execute multi-objective optimization on candidates to produce a Pareto front of non-dominated solutions. |
| portfolio-evaluation-per-scenario | Evaluate a specific portfolio's performance metrics and vulnerabilities under a given scenario. |
| portfolio-synthesis | Synthesize all per-scenario evaluations into a final portfolio recommendation with robustness score and actionable guidance. |
| scenario-construction | Construct distinct future scenarios spanning key uncertainties for portfolio stress testing. |

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